+22.2%
LQD vs SGI
+270.1%
-247.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -1.1% | -4.5% | +3.4% | -0.9% |
| 30D | -1.3% | +4.2% | -5.5% | -1.5% |
| 3M | -3.2% | -7.4% | +4.2% | -2.9% |
| 6M | -2.1% | -15.1% | +12.9% | -1.6% |
| YTD | -2.4% | -24.7% | +22.3% | -1.4% |
| 1Y | -2.7% | -21.8% | +19.1% | -1.9% |
| 3Y | +14.2% | +50.0% | -35.9% | +11.3% |
| 5Y | -5.8% | +48.9% | -54.8% | -9.2% |
| All | +22.2% | +270.1% | -247.9% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling